+192.5%
WWD vs EXEL
+195.7%
-3.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.6% |
| 7D | +0.8% | +1.4% | -0.6% | +0.5% |
| 30D | -6.4% | +6.7% | -13.1% | -7.6% |
| 3M | -5.6% | +11.5% | -17.1% | -7.7% |
| 6M | -9.1% | +38.8% | -47.9% | -14.6% |
| YTD | +12.5% | +31.6% | -19.1% | +6.4% |
| 1Y | +41.3% | +53.0% | -11.7% | +30.0% |
| 3Y | +170.2% | +160.8% | +9.4% | +118.5% |
| 5Y | +192.5% | +190.1% | +2.4% | +119.5% |
| All | +192.5% | +195.7% | -3.3% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling